This procedure performs one or more of the Phillips-Ouliaris cointegration test, the Phillips-Perron unit root test, the augmented Dickey-Fuller test, and the Kwiatkowski-Phillips_Schmidt-Shinn test.
- IBM SPSS Statistics 18 or later and the corresponding IBM SPSS Statistics-Integration Plug-in for R.
- Open IBM SPSS Statistics
- Navigate to Utilities -> Extension Bundles -> Download and Install Extension Bundles
- Search for the name of the extension and click Ok. Your extension will be available.
- Apache 2.0
- JKP, IBM SPSS